You start out as a sword bearer and must go through the wall maze first, then the bush maze, and then the fire maze, with many after that. Even if you do not start out in nthe lead there are many twists and turns where the person in first can go wrong, so dont necesarilly follow whoever is in front of you. If you have trouble with something there might be a sign nearby which explains what you are supposed to do.
To get the map first unzip it, then put it in your scenario file in My Documents/My games/Age of mythology/scenario